Wacker Chemie AG

10-Year Study

WCH.XETRA · Basic Materials · DE · Common Stock

Executive Summary: Wacker Chemie AG has compounded at 4.1% annually over the last 10 years, with a maximum drawdown of 70.7% and an annualized volatility of 82.9%.

1Y CAGR
+53.2%
3Y CAGR
-7.8%
5Y CAGR
-4.2%
10Y CAGR
+4.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
70.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +81.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -50.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.017.74.110.0————————33.4%
2025-5.23.710.1-12.9-2.0-0.96.0-0.8-1.76.8-3.14.62.4%
2024-11.2-0.43.5-3.83.9-0.1-8.8-6.11.7-12.7-8.5-1.0-37.1%
202316.07.20.7-6.3-3.91.212.4-3.7-0.3-14.9-2.81.83.7%
2022-2.68.311.5-1.714.2-17.46.5-3.1-25.311.12.8-1.4-5.3%
20212.4-10.112.83.410.5-4.9-4.520.28.1-3.4-2.5-13.414.3%
2020-3.7-2.5-28.317.110.48.725.47.61.2-0.126.411.581.7%
201916.5-2.3-14.71.6-6.3-1.8-3.04.9-14.916.7-11.18.1-11.8%
2018-0.3-13.4-4.812.1-6.0-19.311.1-0.2-12.8-27.07.5-6.9-50.7%
201712.9-5.2-8.70.62.2-2.610.42.612.710.42.218.567.0%
2016———8.32.9-7.06.20.0-10.08.22.718.630.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 82.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 76.7% of variance. Idiosyncratic stock-specific factors contribute 4.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110826.219977210942
2016-05-0111139.973263231563
2016-06-0110355.93995890792
2016-07-0110996.097149573377
2016-08-0111000.062804489624
2016-09-019899.261598643423
2016-10-0110709.672788609061
2016-11-0110998.734938137577
2016-12-0113047.220004127154
2017-01-0114730.093219806742
2017-02-0113964.560323712285
2017-03-0112743.641045425591
2017-04-0112825.48426747535
2017-05-0113112.321343657193
2017-06-0112769.731824829307
2017-07-0114093.058309482582
2017-08-0114462.510205729564
2017-09-0116296.365414464773
2017-10-0117995.85490368483
2017-11-0118392.1871214908
2017-12-0121791.184044070807
2018-01-0121717.290075993435
2018-02-0118815.381716715863
2018-03-0117915.249827287655
2018-04-0120084.96550239106
2018-05-0118886.476398970008
2018-06-0115238.271261562755
2018-07-0116923.100388490628
2018-08-0116882.331302654835
2018-09-0114715.145751276279
2018-10-0110742.187570094296
2018-11-0111549.27909417982
2018-12-0110747.624644481728
2019-01-0112522.138582592392
2019-02-0112236.808814161515
2019-03-0110435.127448253586
2019-04-0110603.604977704406
2019-05-019935.724090905014
2019-06-019756.246803700084
2019-07-019464.600698027043
2019-08-019930.125519258549
2019-09-018455.045443534278
2019-10-019871.232852131316
2019-11-018777.53752568255
2019-12-019484.231587069453
2020-01-019130.893528445948
2020-02-018900.939375723374
2020-03-016381.241196156367
2020-04-017470.719649730389
2020-05-018247.952125034766
2020-06-018961.464959580824
2020-07-0111237.069004189956
2020-08-0112088.679939348807
2020-09-0112239.26716132679
2020-10-0112227.459917277516
2020-11-0115457.79986900778
2020-12-0117236.853674511247
2021-01-0117657.625810850823
2021-02-0115878.572005347356
2021-03-0117916.003481163138
2021-04-0118528.70613779305
2021-05-0120479.216199969494
2021-06-0119468.727850202322
2021-07-0118592.98204688804
2021-08-0122357.967646715773
2021-09-0124161.892030110266
2021-10-0123346.007877477416
2021-11-0122762.17734193456
2021-12-0119700.763523152425
2022-01-0119184.295288766072
2022-02-0120771.13146774093
2022-03-0123166.369093013447
2022-04-0122777.142754604916
2022-05-0126010.461433557342
2022-06-0121489.27389037925
2022-07-0122887.014723166783
2022-08-0122184.23248427645
2022-09-0116577.65775141983
2022-10-0118412.67932924805
2022-11-0118920.24727024772
2022-12-0118646.94007554483
2023-01-0121622.024637304075
2023-02-0123175.93331957616
2023-03-0123332.101169060712
2023-04-0121856.285383600854
2023-05-0121007.240460446632
2023-06-0121269.42228841616
2023-07-0123908.00039477108
2023-08-0123020.016688050102
2023-09-0122943.915590765948
2023-10-0119535.73126856097
2023-11-0118994.482176983052
2023-12-0119332.76510223674
2024-01-0117159.2991018958
2024-02-0117091.64969450102
2024-03-0117683.64481369497
2024-04-0117015.530653076974
2024-05-0117683.178266057763
2024-06-0117665.8262827817
2024-07-0116104.004234817015
2024-08-0115118.33263052119
2024-09-0115375.16710480275
2024-10-0113421.157935347266
2024-11-0112279.30053742699
2024-12-0112154.35549135541
2025-01-0111522.685878859114
2025-02-0111946.113747902778
2025-03-0113150.45264092879
2025-04-0111453.277945754866
2025-05-0111224.059502767885
2025-06-0111125.366733359055
2025-07-0111789.299909382094
2025-08-0111699.579209919522
2025-09-0111502.193671101859
2025-10-0112282.763756426248
2025-11-0111896.964748737182
2025-12-0112444.261015458876
2026-01-0112318.652036211275
2026-02-0114498.8650331518
2026-03-0115091.021649604781
2026-04-0116598.329400576007
Annual Return Matrix
YearAnnual Return
20170.6701783243616437
2018-0.5067902403675919
2019-0.11755091001070206
20200.8174222672938007
20210.14294429222223148
2022-0.053491502822676895
20230.03677949432525707
2024-0.37130796204888505
20250.023851986582888562
20260.33381398702235043
Total Factor Risk
0.8290090062230786
VTI.US Exposure
-0.04252796431672984
VEA.US Exposure
0.11560885753669313
VWO.US Exposure
-0.006566143747830819
QQQ.US Exposure
0.04384100294504641
VTV.US Exposure
-0.006443630512944132
IJR.US Exposure
0.026598569241696225
QUAL.US Exposure
0.0032383042862681893
SHV.US Exposure
0.7667643908576622
TLT.US Exposure
-0.0031036631572112236
LQD.US Exposure
-0.001830330539086421
HYG.US Exposure
0.002504828627110028
GLD.US Exposure
-0.004343063038296795
USO.US Exposure
0.000531423296391376
VNQ.US Exposure
0.009036724539309881
BTC-USD.CC Exposure
-0.0005891052809558754
CPER.US Exposure
0.023153047411707615
VIX.INDX Exposure
-0.008857239159607238
UUP.US Exposure
-0.0007984130136088416
TIP.US Exposure
0.034989571261814935
Idiosyncratic Exposure
0.04879283276257101
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
82.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$4.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+16.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+31.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Wacker Chemie AG a high-risk investment?

Wacker Chemie AG (WCH.XETRA) has an annualized volatility of 82.9% and experienced a maximum drawdown of 70.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of WCH.XETRA?

Over the past 10 years, WCH.XETRA has generated a Compound Annual Growth Rate (CAGR) of 4.1%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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